Hi Sam,
The 'Applies To' setting controls where the reference to the grid node is stored. If the grid node is applied to the computer, it will be available for every solution you open on that computer. If it's applied to the solution, it will be available only for that solution. Basically this determines which configuration file the reference is stored in. 'This Computer' will store the grid node reference in your global NCrunch config file at C:\Users\***\AppData\Roaming\NCrunch\globalconfig.crunch.xml, 'This Solution' will store the grid node reference inside the .ncrunchsolution file. As long as you store the grid node in 'This Solution' and ensure the .ncrunchsolution file exists inside your VCS, then the grid node should be available on your build server.
It's possible that the grid node is available but has been switched off via user preference. The Grid Management UI inside NCrunch has a checkbox next to each grid node which can be turned off when you want to disable the node. This disabling switch is stored in the .ncrunchsolution.user. I advise against checking this file into your VCS - make sure it doesn't exist on your build server, so there's no way someone can turn off the grid processing on the server accidentally.
Something else to check is whether the build server is experiencing connection problems to the grid nodes. If it can't connect to them, it won't try to run any tasks on them and will simply execute everything locally. If you have Visual Studio installed on the build server, this could be easy to troubleshoot by just loading up the solution into the NCrunch UI and checking to see if it's able to use the servers. Alternatively, setting your LogVerbosity on the command line to 'Detailed' may give you more information about connection requests (i.e. ncrunch.exe c:\solution\mysolution.sln -LogVerbosity Detailed).
Finally, if you have a solution with a very short end-to-end test run time, it's possible that the console tool is churning through all the work before it can negotiate any grid connections. It usually takes a few seconds for the engine to connect to a remote node and fully synchronise with it, so if you're local processor takes all the work before this can happen, the grid node will have nothing to do by the time its synchronised. I would think this is probably unlikely as generally in this situation there is little need to use a grid.